Differential Equations and Linear Algebra (4th Edition)

Published by Pearson
ISBN 10: 0-32196-467-5
ISBN 13: 978-0-32196-467-0

Chapter 7 - Eigenvalues and Eigenvectors - 7.4 An Introduction to the Matrix Exponential Function - Problems - Page 465: 8

Answer

See below

Work Step by Step

Given: $$e^{At}=diag(e^{d_1t},e^{d_1t},...e^{d_nt}$$ According to Taylor series we have: $$e^{At}=I_n+At+\frac{1}{2!}(At)^2...+\frac{1}{k!}(At)^k+...\\ =diag(1,...1)+diag(d_1,...d_n)+\frac{1}{2!}diag(d_1^2,...d_n^2)+...+\frac{1}{k!}diag(d^k_1,...,d^k_n)\\ =diag(1+d_1+\frac{1}{2}d^2_1+...+1+d_n+\frac{1}{2!}d^2_n+...+\frac{1}{k!}d^k_n) \\ =diag(e^{d_1t},e^{d_2t},e^{d_3t}...,e^{d_nt})$$
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